I am convinced that interval arithmetic provide the tools to overcome this and similar other problems, see for example:
http://www.ti3.tu-harburg.de/~keil/#software http://www.ti3.tu-harburg.de/cgi-bin/cjbibsearch/publications/ti3.html?author=jansson (all papers containing the word rigorous in the title may be interesting for you) Or this paper: http://www.mat.univie.ac.at/~neum/ms/mip.pdf I released a code for computing rigorous bound on the objective for continouos LP problems, where all the coefficinets are assumed to be exact: http://reliablecomputing.eu/software.html#rigorous_error_bounds http://lists.gnu.org/archive/html/help-glpk/2008-08/msg00018.html Good luck! Ali _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
